Mixed initial-boundary value problem in particle modeling of microelectronic devices

The Boltzmann equation in presence of boundary and initial conditions, which describes the general case of carrier transport in microelectronic devices is analysed in terms of Monte Carlo theory. The classical Ensemble Monte Carlo algorithm which has been devised by merely phenomenological considerations of the initial and boundary carrier contributions is now derived in a formal way. The approach allows to suggest a set of event-biasing algorithms for statistical enhancement as an alternative of the population control technique, which is virtually the only algorithm currently used in particle simulators. The scheme of the self-consistent coupling of Boltzmann and Poisson equation is considered for the case of weighted particles. It is shown that particles survive the successive iteration steps.

A similarity solution for a shock reflection problem in isentropic gas dynamics

A one-dimensional shock-reflection test problem in the case of slab, cylindrical, or spherical symmetry is discussed. The differential equations for a similarity solution are derived and solved numerically in conjunction with the Rankie-Hugoniot shock relations.

Solutions of a two-dimensional dam-break problem

Solutions of a two-dimensional dam break problem are presented for two tailwater/reservoir height ratios. The numerical scheme used is an extension of one previously given by the author [J. Hyd. Res. 26(3), 293–306 (1988)], and is based on numerical characteristic decomposition. Thus approximate solutions are obtained via linearised problems, and the method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids non-physical, spurious oscillations.

Mining gene networks with application to GAW15 problem 1

The genetic analysis workshop 15 (GAW15) problem 1 contained baseline expression levels of 8793 genes in immortalised B cells from 194 individuals in 14 Centre d’Etude du Polymorphisme Humane (CEPH) Utah pedigrees. Previous analysis of the data showed linkage and association and evidence of substantial individual variations. In particular, correlation was examined on expression levels of 31 genes and 25 target genes corresponding to two master regulatory regions. In this analysis, we apply Bayesian network analysis to gain further insight into these findings. We identify strong dependences and therefore provide additional insight into the underlying relationships between the genes involved. More generally, the approach is expected to be applicable for integrated analysis of genes on biological pathways.

Equitability revisited: why the “equitable threat score” is not equitable

In the forecasting of binary events, verification measures that are “equitable” were defined by Gandin and Murphy to satisfy two requirements: 1) they award all random forecasting systems, including those that always issue the same forecast, the same expected score (typically zero), and 2) they are expressible as the linear weighted sum of the elements of the contingency table, where the weights are independent of the entries in the table, apart from the base rate. The authors demonstrate that the widely used “equitable threat score” (ETS), as well as numerous others, satisfies neither of these requirements and only satisfies the first requirement in the limit of an infinite sample size. Such measures are referred to as “asymptotically equitable.” In the case of ETS, the expected score of a random forecasting system is always positive and only falls below 0.01 when the number of samples is greater than around 30. Two other asymptotically equitable measures are the odds ratio skill score and the symmetric extreme dependency score, which are more strongly inequitable than ETS, particularly for rare events; for example, when the base rate is 2% and the sample size is 1000, random but unbiased forecasting systems yield an expected score of around −0.5, reducing in magnitude to −0.01 or smaller only for sample sizes exceeding 25 000. This presents a problem since these nonlinear measures have other desirable properties, in particular being reliable indicators of skill for rare events (provided that the sample size is large enough). A potential way to reconcile these properties with equitability is to recognize that Gandin and Murphy’s two requirements are independent, and the second can be safely discarded without losing the key advantages of equitability that are embodied in the first. This enables inequitable and asymptotically equitable measures to be scaled to make them equitable, while retaining their nonlinearity and other properties such as being reliable indicators of skill for rare events. It also opens up the possibility of designing new equitable verification measures.

A statistical mechanical approach for the computation of the climatic response to general forcings

The climate belongs to the class of non-equilibrium forced and dissipative systems, for which most results of quasi-equilibrium statistical mechanics, including the fluctuation-dissipation theorem, do not apply. In this paper we show for the first time how the Ruelle linear response theory, developed for studying rigorously the impact of perturbations on general observables of non-equilibrium statistical mechanical systems, can be applied with great success to analyze the climatic response to general forcings. The crucial value of the Ruelle theory lies in the fact that it allows to compute the response of the system in terms of expectation values of explicit and computable functions of the phase space averaged over the invariant measure of the unperturbed state. We choose as test bed a classical version of the Lorenz 96 model, which, in spite of its simplicity, has a well-recognized prototypical value as it is a spatially extended one-dimensional model and presents the basic ingredients, such as dissipation, advection and the presence of an external forcing, of the actual atmosphere. We recapitulate the main aspects of the general response theory and propose some new general results. We then analyze the frequency dependence of the response of both local and global observables to perturbations having localized as well as global spatial patterns. We derive analytically several properties of the corresponding susceptibilities, such as asymptotic behavior, validity of Kramers-Kronig relations, and sum rules, whose main ingredient is the causality principle. We show that all the coefficients of the leading asymptotic expansions as well as the integral constraints can be written as linear function of parameters that describe the unperturbed properties of the system, such as its average energy. Some newly obtained empirical closure equations for such parameters allow to define such properties as an explicit function of the unperturbed forcing parameter alone for a general class of chaotic Lorenz 96 models. We then verify the theoretical predictions from the outputs of the simulations up to a high degree of precision. The theory is used to explain differences in the response of local and global observables, to define the intensive properties of the system, which do not depend on the spatial resolution of the Lorenz 96 model, and to generalize the concept of climate sensitivity to all time scales. We also show how to reconstruct the linear Green function, which maps perturbations of general time patterns into changes in the expectation value of the considered observable for finite as well as infinite time. Finally, we propose a simple yet general methodology to study general Climate Change problems on virtually any time scale by resorting to only well selected simulations, and by taking full advantage of ensemble methods. The specific case of globally averaged surface temperature response to a general pattern of change of the CO2 concentration is discussed. We believe that the proposed approach may constitute a mathematically rigorous and practically very effective way to approach the problem of climate sensitivity, climate prediction, and climate change from a radically new perspective.

Buffon's needle problem with a twist

Some simple variations of Buffon's well-known needle problem in probability are discussed, and an interesting observation connecting the corresponding results is then made